+9.0%
MSFT vs HIG
+12.7%
-3.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +6.9% |
| 7D | +4.7% | +6.2% | -1.5% | +5.3% |
| 30D | +5.8% | +9.4% | -3.6% | +6.6% |
| 3M | +13.0% | -2.3% | +15.3% | +13.0% |
| 6M | +34.9% | +4.2% | +30.8% | +35.1% |
| YTD | +15.7% | +1.6% | +14.1% | +16.4% |
| 1Y | +9.0% | +9.9% | -0.9% | +8.1% |
| All | +9.0% | +12.7% | -3.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling